| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | ct | target_notional_abs | trade_percentage | |
|---|---|---|---|---|---|---|---|
| 1 | 616,631 | 5,221,699 | 908,147 | -80,889 | 303 | 41,944,720 | 0.124 |
| trade_notional | trade_notional_abs | trade_rawBeta_notional | trade_alpha_notional | |
|---|---|---|---|---|
| trade_sign | ||||
| -1.0000 | -2,302,534 | 2,302,534 | -1,782,382 | 78,298 |
| 1.0000 | 2,919,165 | 2,919,165 | 2,690,529 | -159,187 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_abs_avg | netalpha | |
|---|---|---|---|---|---|---|---|---|
| quoteCountry | ||||||||
| AU | 23 | -30,182 | -62,681 | -1,565 | 147,312 | 0.73 | 0.082 | 3,573 |
| CN | 73 | -99,077 | -434,572 | 356,662 | 848,323 | 1.32 | 0.185 | 41,935 |
| HK | 16 | 113,913 | -62,646 | 213,773 | 264,124 | 0.96 | 0.114 | -10,724 |
| ID | 2 | 1,665 | 0 | 2,027 | 1,866 | 0.87 | 0.247 | 447 |
| JP | 132 | 539,090 | -135,612 | 316,272 | 3,334,323 | 0.66 | 0.062 | -146,103 |
| KR | 35 | 30,919 | -129,520 | 39,603 | 307,196 | 1.61 | 0.205 | 5,090 |
| MY | 2 | -30,909 | 0 | -17,457 | 30,909 | 0.37 | 0.006 | 38 |
| NZ | 1 | -1,945 | -1,945 | -1,048 | 1,945 | 0.54 | 0.033 | 65 |
| SG | 1 | -2,240 | -2,240 | -1,308 | 2,240 | 0.58 | 0.081 | 182 |
| TH | 6 | -126 | 0 | -2,087 | 24,974 | 0.43 | 0.164 | 611 |
| TW | 12 | 95,523 | -14,112 | 3,276 | 258,488 | 0.64 | 0.179 | 23,995 |
| ct | netnotional | shortnotional | netbeta | gross_trade | abeta | alpha_avg | netalpha | ||
|---|---|---|---|---|---|---|---|---|---|
| quoteCountry | trade_sign | ||||||||
| AU | -1.0000 | 13 | -88,747 | -62,681 | -36,790 | 88,747 | 0.68 | -0.095 | 4,604 |
| 1.0000 | 10 | 58,565 | 0 | 35,225 | 58,565 | 0.80 | -0.025 | -1,031 | |
| CN | -1.0000 | 39 | -473,700 | -434,572 | -351,090 | 473,700 | 0.91 | -0.188 | 96,098 |
| 1.0000 | 34 | 374,623 | 0 | 707,752 | 374,623 | 1.79 | -0.118 | -54,162 | |
| HK | -1.0000 | 9 | -75,105 | -62,646 | -45,313 | 75,105 | 0.73 | -0.048 | 6,651 |
| 1.0000 | 7 | 189,019 | 0 | 259,086 | 189,019 | 1.24 | -0.066 | -17,375 | |
| ID | -1.0000 | 1 | -100 | 0 | -57 | 100 | 0.57 | 0.228 | -23 |
| 1.0000 | 1 | 1,765 | 0 | 2,083 | 1,765 | 1.18 | 0.266 | 470 | |
| JP | -1.0000 | 50 | -1,397,616 | -135,612 | -1,008,067 | 1,397,616 | 1.09 | -0.030 | -32,844 |
| 1.0000 | 82 | 1,936,707 | 0 | 1,324,339 | 1,936,707 | 0.40 | -0.012 | -113,259 | |
| KR | -1.0000 | 26 | -138,139 | -129,520 | -238,200 | 138,139 | 1.59 | -0.103 | 15,868 |
| 1.0000 | 9 | 169,057 | 0 | 277,803 | 169,057 | 1.65 | 0.075 | -10,778 | |
| MY | -1.0000 | 2 | -30,909 | 0 | -17,457 | 30,909 | 0.37 | 0.005 | 38 |
| NZ | -1.0000 | 1 | -1,945 | -1,945 | -1,048 | 1,945 | 0.54 | -0.033 | 65 |
| SG | -1.0000 | 1 | -2,240 | -2,240 | -1,308 | 2,240 | 0.58 | -0.081 | 182 |
| TH | -1.0000 | 4 | -12,550 | 0 | -6,864 | 12,550 | 0.46 | 0.151 | -1,772 |
| 1.0000 | 2 | 12,424 | 0 | 4,777 | 12,424 | 0.36 | 0.190 | 2,383 | |
| TW | -1.0000 | 3 | -81,483 | -14,112 | -76,187 | 81,483 | 1.05 | 0.096 | -10,569 |
| 1.0000 | 9 | 177,005 | 0 | 79,463 | 177,005 | 0.51 | 0.207 | 34,565 |